+215.7%
RSP vs XLI
+233.2%
-17.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.3% |
| 7D | -0.3% | +0.9% | -1.2% | -1.1% |
| 30D | +4.4% | +1.1% | +3.4% | +3.3% |
| 3M | +1.3% | -7.7% | +9.0% | +8.1% |
| 6M | +10.0% | -1.8% | +11.8% | +10.9% |
| YTD | +17.6% | +11.1% | +6.5% | +6.0% |
| 1Y | +19.2% | +12.1% | +7.1% | +6.6% |
| 3Y | +66.0% | +73.8% | -7.8% | +0.4% |
| 5Y | +50.4% | +73.8% | -23.3% | -9.1% |
| 10Y | +215.7% | +231.7% | -16.0% | +11.5% |
| All | +215.7% | +233.2% | -17.5% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling